Matlab Database > Probability and Stochastics > Generation of Random, Autocorrelated, Periodic Fields

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Title: Generation of Random, Autocorrelated, Periodic Fields
Author: Olaf Arie Cirpka
E-Mail: Olaf.Cirpka-AT-IWS.Uni-Stuttgart.DE
Institution: University of Stuttgart, Institute of Hydraulic Engineering
Description: The method utilizes that the Fourier-transform of the covariance function is the power spectral density function of all realizations. Random autocorrelated fields are generated by creating random phase spectra meeting the conditions of real numbers in the physical domain. The realizations are then given by back-transformation of the power- and phase-spectrum into the physical domain.

Since the method is based on the discrete Fourier transformation, the generated fields are periodic rather than stationary. Non-periodic fields can be obtained by extracting sub-fields.

Keywords: geostatistics, time series, spectral methods
File Name: randomfield.m
File Size: 50 KB
File Version: 2.0
Matlab Version: 6.5
Date: 2003-04-03
Downloads: 6352
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